Season the chicken breasts with salt and pepper. Heat olive oil in a skillet over medium-high heat, add the chicken, and sear for 5-7 minutes per side until golden brown. Transfer to a plate and let cool.

In the same skillet, melt butter. Add the chopped mushrooms, shallots, and garlic; cook for 8-10 minutes until moisture evaporates and mixture thickens. Cool to room temperature.

On plastic wrap, lay out prosciutto slices. Spread cooled duxelles over the prosciutto, place chicken on top, and roll tightly into a log. Refrigerate for 15-20 minutes.

Roll out puff pastry on a floured surface to ¼-inch thickness. Remove plastic wrap from the chicken, place on the pastry, fold and seal edges tightly. Chill for 10 minutes.

Mix egg yolk with water for egg wash. Brush over the pastry and make small slits on top for steam to escape.

Preheat oven to 400°F (200°C). Bake chicken Wellington on a baking sheet for 25-30 minutes until golden and cooked through (internal temp 165°F/74°C). Let rest for 5 minutes before slicing.